I just realized there's an odd bug in how the position size is displayed in the system results. At least I'd call it a bug, since it's highly misleading.
Look at the attached screenshot of the Position List tab in the system results. This particular model has a rebalancing mechanism and therefore keeps modifying position size. Sorry for the blurred areas, but this is part of a live trading account.
A reasonable assumption would be that the column Shares should show currently held shares. It appears as if it actually shows initial shares from the first transaction only. Not the net held shares.
The number of shares shown in that column here is 7,838. The actual number of share should be 4,684. It would much more sense for that number to be displayed in the Shares column.